Butterfly the shrimp by cutting along the length on the underside of the body, but don't cut all the way through. Just cut deep enough to fold the shrimp open for stuffing. Remove any veins if necessary.,______,Arrange the stuffed shrimp in a 13 x 9 x 2-inch baking pan. Pour the sherry into the bottom of the pan.,Bake at 350°F for about 15-18 minutes, or until the shrimp have JUST turned pink. Transfer shrimp to serving platter, garnish with additional parsley and serve with lemon wedges for accompaniment, if desired.